blang.engines.internals

Class EngineStaticUtils

java.lang.Object

blang.engines.internals.EngineStaticUtils

public class EngineStaticUtils
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
EngineStaticUtils()

Method Summary

Modifier and Type	Method and Description
static Spline.MonotoneCubicSpline	estimateCumulativeLambda(java.util.List<java.lang.Double> annealingParameters, java.util.List<java.lang.Double> acceptanceProbabilities)
static java.util.List<java.lang.Double>	fixedSizeOptimalPartition(org.apache.commons.math3.analysis.UnivariateFunction cumulativeLambda, int nGrids)
static double[]	incrementalWeights(bayonet.smc.ParticlePopulation<SampledModel> population, double temperature, double nextTemperature)
static double	relativeESS(bayonet.smc.ParticlePopulation<SampledModel> population, double temperature, double nextTemperature, boolean conditional)
static java.util.List<java.lang.Double>	targetAcceptancePartition(org.apache.commons.math3.analysis.UnivariateFunction cumulativeLambda, double targetAccept)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

EngineStaticUtils

public EngineStaticUtils()

Method Detail

relativeESS

public static double relativeESS(bayonet.smc.ParticlePopulation<SampledModel> population,
                                 double temperature,
                                 double nextTemperature,
                                 boolean conditional)

incrementalWeights

public static double[] incrementalWeights(bayonet.smc.ParticlePopulation<SampledModel> population,
                                          double temperature,
                                          double nextTemperature)

targetAcceptancePartition

public static java.util.List<java.lang.Double> targetAcceptancePartition(org.apache.commons.math3.analysis.UnivariateFunction cumulativeLambda,
                                                                         double targetAccept)

estimateCumulativeLambda

public static Spline.MonotoneCubicSpline estimateCumulativeLambda(java.util.List<java.lang.Double> annealingParameters,
                                                                  java.util.List<java.lang.Double> acceptanceProbabilities)

Parameters:

annealingParameters - length N + 1

acceptanceProbabilities - length N, entry i is accept b/w chain i-1 and i

fixedSizeOptimalPartition

public static java.util.List<java.lang.Double> fixedSizeOptimalPartition(org.apache.commons.math3.analysis.UnivariateFunction cumulativeLambda,
                                                                         int nGrids)

Parameters:

annealingParameters -

nGrids - number of grids in output partition (including both end points)

Returns:

list of size nGrids with optimized partition, sorted in increasing order